London Stock (Germany) Market Value
| LS4C Stock | EUR 135.00 1.00 0.74% |
| Symbol | London |
London Stock 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to London Stock's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of London Stock.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in London Stock on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding London Stock Exchange or generate 0.0% return on investment in London Stock over 720 days. London Stock is related to or competes with CME, Intercontinental, Hong Kong, DEUTSCHE BOERSE, ASX, and Euronext. London Stock Exchange Group plc engages in market infrastructure business primarily in the United Kingdom, Italy, France... More
London Stock Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure London Stock's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess London Stock Exchange upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.82 | |||
| Information Ratio | 0.0586 | |||
| Maximum Drawdown | 9.69 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 3.7 |
London Stock Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for London Stock's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as London Stock's standard deviation. In reality, there are many statistical measures that can use London Stock historical prices to predict the future London Stock's volatility.| Risk Adjusted Performance | 0.071 | |||
| Jensen Alpha | 0.1507 | |||
| Total Risk Alpha | 0.0645 | |||
| Sortino Ratio | 0.0633 | |||
| Treynor Ratio | (7.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of London Stock's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
London Stock Exchange Backtested Returns
At this point, London Stock is very steady. London Stock Exchange has Sharpe Ratio of 0.0647, which conveys that the firm had a 0.0647% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for London Stock, which you can use to evaluate the volatility of the firm. Please verify London Stock's Mean Deviation of 1.53, risk adjusted performance of 0.071, and Downside Deviation of 1.82 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. London Stock has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0213, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning London Stock are expected to decrease at a much lower rate. During the bear market, London Stock is likely to outperform the market. London Stock Exchange right now secures a risk of 1.96%. Please verify London Stock Exchange sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if London Stock Exchange will be following its current price movements.
Auto-correlation | 0.71 |
Good predictability
London Stock Exchange has good predictability. Overlapping area represents the amount of predictability between London Stock time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of London Stock Exchange price movement. The serial correlation of 0.71 indicates that around 71.0% of current London Stock price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 114.4 |
London Stock Exchange lagged returns against current returns
Autocorrelation, which is London Stock stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting London Stock's stock expected returns. We can calculate the autocorrelation of London Stock returns to help us make a trade decision. For example, suppose you find that London Stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
London Stock regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If London Stock stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if London Stock stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in London Stock stock over time.
Current vs Lagged Prices |
| Timeline |
London Stock Lagged Returns
When evaluating London Stock's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of London Stock stock have on its future price. London Stock autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, London Stock autocorrelation shows the relationship between London Stock stock current value and its past values and can show if there is a momentum factor associated with investing in London Stock Exchange.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in London Stock
London Stock financial ratios help investors to determine whether London Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in London with respect to the benefits of owning London Stock security.